Analyzing the Effect of Objective Correlation on the Efficient Set of MNK-Landscapes

In multiobjective combinatorial optimization, there exists two main classes of metaheuristics, based either on multiple aggregations, or on a dominance relation. As in the single objective case, the structure of the search space can explain the difficulty for multiobjective metaheuristics, and guide the design of such methods. In this work we analyze the properties of multiobjective combinatorial search spaces. In particular, we focus on the features related the efficient set, and we pay a particular attention to the correlation between objectives. Few benchmark takes such objective correlation into account. Here, we define a general method to design multiobjective problems with correlation. As an example, we extend the well-known multiobjective NK-landscapes. By measuring different properties of the search space, we show the importance of considering the objective correlation on the design of metaheuristics.Comment: Learning and Intelligent OptimizatioN Conference (LION 5), Rome : Italy (2011

On the Effect of Connectedness for Biobjective Multiple and Long Path Problems

Recently, the property of connectedness has been claimed to give a strong motivation on the design of local search techniques for multiobjective combinatorial optimization (MOCO). Indeed, when connectedness holds, a basic Pareto local search, initialized with at least one non-dominated solution, allows to identify the efficient set exhaustively. However, this becomes quickly infeasible in practice as the number of efficient solutions typically grows exponentially with the instance size. As a consequence, we generally have to deal with a limited-size approximation, where a good sample set has to be found. In this paper, we propose the biobjective multiple and long path problems to show experimentally that, on the first problems, even if the efficient set is connected, a local search may be outperformed by a simple evolutionary algorithm in the sampling of the efficient set. At the opposite, on the second problems, a local search algorithm may successfully approximate a disconnected efficient set. Then, we argue that connectedness is not the single property to study for the design of local search heuristics for MOCO. This work opens new discussions on a proper definition of the multiobjective fitness landscape.Comment: Learning and Intelligent OptimizatioN Conference (LION 5), Rome : Italy (2011

Controlled non uniform random generation of decomposable structures

Consider a class of decomposable combinatorial structures, using different types of atoms \Atoms = \{\At_1,\ldots ,\At_{|{\Atoms}|}\}. We address the random generation of such structures with respect to a size $n$ and a targeted distribution in $k$ of its \emph{distinguished} atoms. We consider two variations on this problem. In the first alternative, the targeted distribution is given by $k$ real numbers \TargFreq_1, \ldots, \TargFreq_k such that 0 < \TargFreq_i < 1 for all $i$ and \TargFreq_1+\cdots+\TargFreq_k \leq 1. We aim to generate random structures among the whole set of structures of a given size $n$, in such a way that the {\em expected} frequency of any distinguished atom \At_i equals \TargFreq_i. We address this problem by weighting the atoms with a $k$-tuple \Weights of real-valued weights, inducing a weighted distribution over the set of structures of size $n$. We first adapt the classical recursive random generation scheme into an algorithm taking \bigO{n^{1+o(1)}+mn\log{n}} arithmetic operations to draw $m$ structures from the \Weights-weighted distribution. Secondly, we address the analytical computation of weights such that the targeted frequencies are achieved asymptotically, i. e. for large values of $n$. We derive systems of functional equations whose resolution gives an explicit relationship between \Weights and \TargFreq_1, \ldots, \TargFreq_k. Lastly, we give an algorithm in \bigO{k n^4} for the inverse problem, {\it i.e.} computing the frequencies associated with a given $k$-tuple \Weights of weights, and an optimized version in \bigO{k n^2} in the case of context-free languages. This allows for a heuristic resolution of the weights/frequencies relationship suitable for complex specifications. In the second alternative, the targeted distribution is given by a $k$ natural numbers $n_1, \ldots, n_k$ such that $n_1+\cdots+n_k+r=n$ where $r \geq 0$ is the number of undistinguished atoms. The structures must be generated uniformly among the set of structures of size $n$ that contain {\em exactly} $n_i$ atoms \At_i ($1 \leq i \leq k$). We give a \bigO{r^2\prod_{i=1}^k n_i^2 +m n k \log n} algorithm for generating $m$ structures, which simplifies into a \bigO{r\prod_{i=1}^k n_i +m n} for regular specifications

Experiments on local search for bi-objective unconstrained binary quadratic programming

International audienceThis article reports an experimental analysis on stochastic local search for approximating the Pareto set of bi-objective unconstrained binary quadratic programming problems. First, we investigate two scalarizing strategies that iteratively identify a high-quality solution for a sequence of sub-problems. Each sub-problem is based on a static or adaptive definition of weighted-sum aggregation coefficients, and is addressed by means of a state-of-the-art single-objective tabu search procedure. Next, we design a Pareto local search that iteratively improves a set of solutions based on a neighborhood structure and on the Pareto dominance relation. At last, we hybridize both classes of algorithms by combining a scalarizing and a Pareto local search in a sequential way. A comprehensive experimental analysis reveals the high performance of the proposed approaches, which substantially improve upon previous best-known solutions. Moreover, the obtained results show the superiority of the hybrid algorithm over non-hybrid ones in terms of solution quality, while requiring a competitive computational cost. In addition, a number of structural properties of the problem instances allow us to explain the main difficulties that the different classes of local search algorithms have to face

On a Cardinality Constrained Multicriteria Knapsack Problem

We consider a variant of a knapsack problem with a fixed cardinality constraint. There are three objective functions to be optimized: one real-valued and two integer-valued objectives. We show that this problem can be solved efficiently by a local search. The algorithm utilizes connectedness of a subset of feasible solutions and has optimal run-time